+63.2%
DHI vs ACI
-39.5%
+102.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.1% |
| 7D | -3.4% | -3.7% | +0.3% | -2.7% |
| 30D | -5.4% | +0.6% | -6.0% | -5.5% |
| 3M | -10.4% | -20.3% | +9.9% | -7.2% |
| 6M | -2.8% | -24.7% | +21.9% | +1.6% |
| YTD | -3.4% | -27.2% | +23.8% | +1.6% |
| 1Y | -22.9% | -32.7% | +9.8% | -17.7% |
| 3Y | +20.7% | -43.9% | +64.6% | +33.0% |
| All | +63.2% | -39.5% | +102.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling